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MoneyScience Financial Training: Introduction to QuantLib Development with Luigi Ballabio - September 22-24, London, UK - Further Information
GPUs, Monte Carlo Simulation and Kooderive with Professor Mark Joshi - October 29-31, London, UK - Further Information

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News: Optimal Portfolio Problem Using Entropic Value at Risk: When the Underlying Distribution is Non-Elliptical. (arXiv:1406.7040v1 [q-fin.PM])

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News: Tail Risk and Asset Prices -- by Bryan Kelly, Hao Jiang

351 days ago - National Bureau of Economic Research Working Papers

News: Best Execution for Managed Portfolios

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